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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+8.48%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.33B
AUM Growth
+$27.2M
Cap. Flow
-$25.3M
Cap. Flow %
-0.76%
Top 10 Hldgs %
9.02%
Holding
3,520
New
974
Increased
717
Reduced
803
Closed
990

Top Buys

Rank Stock Value
1
PYPL icon
PayPal
PYPL
+$8.72M
2
RIVN icon
Rivian
RIVN
+$7.6M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$7.34M
4
AMZN icon
Amazon
AMZN
+$6.82M
5
BABA icon
Alibaba
BABA
+$6.82M

Top Sells

Rank Stock Value
1
CME icon
CME Group
CME
+$8.15M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.73M
3
SH icon
ProShares Short S&P500
SH
+$6.23M
4
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$5.71M
5
PFE icon
Pfizer
PFE
+$5.61M

Sector Composition

Rank Sector Weight
1 Miscellaneous 85.17%
2 Consumer Discretionary 3.08%
3 Technology 2.85%
4 Financials 1.61%
5 Healthcare 1.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MELI icon
1226
PUT
Mercado Libre
MELI
$90.6B
$423K 0.01%
500
-1,800
-78% -$1.6M
TME icon
1227
Tencent Music
TME
$12.6B
$423K 0.01%
51,091
+5,237
+11% +$29.4K
UPS icon
1228
United Parcel Service
UPS
$84.3B
$423K 0.01%
2,432
-6,435
-73% -$1.11M
RUN icon
1229
CALL
Sunrun
RUN
$2.05B
$423K 0.01%
+17,600
New +$470K
FRPT icon
1230
CALL
Freshpet
FRPT
$2.95B
$422K 0.01%
8,000
-19,900
-71% -$1.18M
CLX icon
1231
Clorox
CLX
$10B
$422K 0.01%
3,006
+343
+13% +$48.7K
ANET icon
1232
Arista Networks
ANET
$251B
$420K 0.01%
+13,840
New +$426K
D icon
1233
Dominion Energy
D
$55.9B
$420K 0.01%
6,843
-7,911
-54% -$497K
TYL icon
1234
CALL
Tyler Technologies
TYL
$13.8B
$419K 0.01%
+1,300
New +$425K
BHP icon
1235
BHP
BHP
$219B
$419K 0.01%
+6,752
New +$380K
CAG icon
1236
PUT
Conagra Brands
CAG
$7.26B
$418K 0.01%
10,800
-35,600
-77% -$1.29M
LNC icon
1237
CALL
Lincoln National
LNC
$8.08B
$418K 0.01%
+13,600
New +$540K
SONO icon
1238
PUT
Sonos
SONO
$1.84B
$417K 0.01%
24,700
-9,700
-28% -$158K
HOG icon
1239
Harley-Davidson
HOG
$2.7B
$417K 0.01%
10,029
-3,562
-26% -$152K
HAL icon
1240
CALL
Halliburton
HAL
$28B
$417K 0.01%
10,600
-69,600
-87% -$2.46M
APPN icon
1241
PUT
Appian
APPN
$2.69B
$417K 0.01%
+12,800
New +$505K
HII icon
1242
Huntington Ingalls Industries
HII
$10.8B
$417K 0.01%
1,806
+728
+68% +$171K
CBRL icon
1243
Cracker Barrel
CBRL
$1.01B
$416K 0.01%
+4,396
New +$458K
GPC icon
1244
PUT
Genuine Parts
GPC
$17.7B
$416K 0.01%
+2,400
New +$417K
CMCSA icon
1245
CALL
Comcast
CMCSA
$80.7B
$416K 0.01%
11,900
+1,100
+10% +$36.4K
NTRS icon
1246
CALL
Northern Trust
NTRS
$32.5B
$416K 0.01%
4,700
+1,300
+38% +$114K
SYK icon
1247
CALL
Stryker
SYK
$106B
$416K 0.01%
1,700
+400
+31% +$90.8K
VXUS icon
1248
Vanguard Total International Stock ETF
VXUS
$162B
$415K 0.01%
8,021
-68,607
-90% -$3.43M
THC icon
1249
CALL
Tenet Healthcare
THC
$21.1B
$415K 0.01%
+8,500
New +$393K
AMT icon
1250
American Tower
AMT
$81.1B
$415K 0.01%
+1,957
New +$407K
48 49
50
51 52

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Two Sigma Securities's Q4 2022 Portfolio in Review

As of Q4 2022, Two Sigma Securities held 3,520 positions worth $3.33B, up 0.82% from $3.3B the previous quarter. Its ten largest holdings account for 9% of the portfolio.

Two Sigma Securities's Q4 2022 filing shows 974 new, 717 increased, 803 reduced and 990 closed positions. Its largest new stake was iShares MSCI EAFE ETF: 117,099 shares worth $7.69M. The largest sale was CME Group, an estimated $8.15M.

By sector, the portfolio is most concentrated in Miscellaneous at 85% of assets, up from 85% a quarter earlier, followed by Consumer Discretionary and Technology.

  • Two Sigma Securities's largest Q4 2022 buy was iShares MSCI EAFE ETF: 117,099 shares worth $7.69M.
  • Two Sigma Securities added most to PayPal in Q4 2022, an estimated $8.72M increase.
  • Two Sigma Securities's biggest Q4 2022 reduction was CME Group, cutting an estimated $8.15M.
  • Two Sigma Securities fully exited Vanguard FTSE Emerging Markets ETF in Q4 2022, selling an estimated $5.71M.
  • Two Sigma Securities's ten largest holdings make up 9% of its $3.33B portfolio in Q4 2022.
  • Two Sigma Securities opened 974 new positions and closed 990 in Q4 2022.
  • Two Sigma Securities's portfolio value rose 0.82% quarter-over-quarter to $3.33B.

Based on Two Sigma Securities's 13F filing for Q4 2022, filed 14 Feb 2023.